Logarithmic Regret for parameter-free Online Logistic Regression. - Joseph De Vilmarest; Olivier Wintenberger (CoRR, 2019)

Adaptive Methods for Short-Term Electricity Load Forecasting During COVID-19 Lockdown in France. - David Obst; Joseph De Vilmarest; Yannig Goude (CoRR, 2020)

Recursive Estimation of State-Space Noise Covariance Matrix by Approximate Variational Bayes. - Joseph De Vilmarest; Olivier Wintenberger (CoRR, 2021)

Stochastic Online Optimization using Kalman Recursion. - Joseph De Vilmarest; Olivier Wintenberger (J. Mach. Learn. Res., 2021)

State-Space Models for Time Series Forecasting. Application to the Electricity Markets. (Modèles espace-état pour la prévision de séries temporelles. Application aux marchés électriques). - Joseph De Vilmarest (2022)

Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models. - Guillaume Lambert; Bachir Hamrouche; Joseph De Vilmarest (CoRR, 2023)

Online Learning Approach for Survival Analysis. - Camila Fernandez; Pierre Gaillard; Joseph De Vilmarest; Olivier Wintenberger (CoRR, 2024)

Adaptive time series forecasting with markovian variance switching. - Baptiste Abélès; Joseph De Vilmarest; Olivier Wintemberger (CoRR, 2024)